+213.7%
MTSI vs TW
+42.9%
+170.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +29.1% | +3.2% | +25.9% | +29.1% |
| 30D | -20.4% | +19.7% | -40.1% | -20.8% |
| 3M | -20.9% | +26.8% | -47.8% | -21.5% |
| 6M | -32.3% | +20.9% | -53.1% | -32.3% |
| YTD | +43.5% | +22.9% | +20.6% | +41.1% |
| 1Y | +43.8% | +20.4% | +23.5% | +42.3% |
| All | +213.7% | +42.9% | +170.9% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling